+39.7%
EFX vs VEU
+155.0%
-115.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | -0.3% |
| 7D | -4.5% | -1.4% | -3.1% | -3.4% |
| 30D | -6.1% | -0.4% | -5.7% | -5.8% |
| 3M | +6.2% | +2.5% | +3.7% | +3.1% |
| 6M | -11.2% | +11.1% | -22.4% | -20.6% |
| YTD | -21.4% | +16.5% | -37.9% | -33.0% |
| 1Y | -34.3% | +22.9% | -57.2% | -46.8% |
| 3Y | -12.5% | +73.4% | -85.9% | -48.1% |
| 5Y | -35.6% | +56.1% | -91.7% | -58.2% |
| All | +39.7% | +155.0% | -115.3% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling